+695.9%
PH vs SPY
+307.0%
+388.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.4% |
| 7D | +4.3% | +2.6% | +1.8% | +1.0% |
| 30D | +0.1% | -2.0% | +2.1% | +2.6% |
| 3M | -9.4% | -2.8% | -6.6% | -6.2% |
| 6M | +8.8% | +2.1% | +6.6% | +5.2% |
| YTD | +9.6% | +11.5% | -1.9% | -5.6% |
| 1Y | +14.4% | +13.5% | +1.0% | -3.7% |
| 3Y | +134.5% | +77.7% | +56.8% | +10.1% |
| 5Y | +204.4% | +72.6% | +131.8% | +49.1% |
| All | +695.9% | +307.0% | +388.8% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling